+67.6%
SPY vs XLC
+34.6%
+33.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | -2.7% | +4.9% | -7.6% | -5.8% |
| 30D | -5.4% | -5.8% | +0.4% | -1.7% |
| 3M | -4.1% | -5.4% | +1.3% | -0.8% |
| 6M | +0.7% | -10.2% | +10.9% | +7.6% |
| YTD | +8.7% | -10.2% | +18.8% | +16.0% |
| 1Y | +10.9% | -5.6% | +16.5% | +14.3% |
| 3Y | +75.0% | +61.0% | +14.0% | +25.9% |
| All | +67.6% | +34.6% | +33.1% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling